Why has the innkeeper put a price on my head?

Certain characters are more shrewd than others and can figure out if they've been stolen from and who did it. One of my favourite examples is Anise (the lady with the shack near Riverwood). She's sent guards to all 3 of my characters.

There's no penalty later on if you decide to talk to them, they'll act like it never happened (I think, or maybe they'll dislike you more, but it's basically the same).

I've also only ever had one set of thugs from each person, even if I continue to steal from them.

It was put in so there are some consequences at least to stealing. Let's face it, it's pretty easy to rob someone of all their worldy possesions right under their noses, so I think this was a way of at least having some consequences. Even if you don't get caught, in theory he may have noticed that he was wearing a shirt before you came in!

Just stealing causes certain NPCs to send thugs, it's not really special, Drifa has tried to kill me 7 times, also if a NPC is rich or poor doesn't matter, a broke farmer sent thugs after me.